historical simulation

the first one is called nonparametric technique, including historical simulation and monte carlo simulation methods.

一种是非参数的模拟方法，包括历史模拟法和蒙特卡罗模拟法。

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Section 2 computes SSE 180 index daily geometric return rate VaR with the three methods of historical simulation, analysis and Monte Carlo simulation and this has been realized by a QBASIC program.

第二节分别运用历史模拟法、分析方法和Monte Carlo模拟方法对上证180指数日几何收益率的VaR做了计算，并用QBASIC语言编程实现；

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